+158.3%
CAT vs SFM
+27.3%
+131.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.2% | -0.9% |
| 7D | +7.4% | +6.0% | +1.4% | +6.9% |
| 30D | -19.7% | -19.5% | -0.2% | -18.4% |
| 3M | -29.6% | -37.0% | +7.4% | -27.5% |
| 6M | -33.2% | -41.0% | +7.8% | -31.0% |
| YTD | +5.7% | -34.6% | +40.3% | +7.5% |
| 1Y | +9.3% | -36.3% | +45.6% | +11.5% |
| 3Y | +158.3% | +24.5% | +133.8% | +151.1% |
| All | +158.3% | +27.3% | +131.0% | +151.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SFM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling